I have so, so many regrets...in fact I'm struggling to think of good decisions in my life...but I'll just focus on two.
Firstly, I had my first real girlfriend when I was 14. She was quite pretty, and I'd known her all my life and fancied her almost as long. I had no idea she liked me too, but then at my older sister's party, we kissed and started going out. Started and stopped. We went out once, and I got scared (of losing her as a friend, sure, but mainly of doing things I'd never done and didn't know how to) and avoided her for half a year. I honestly believe that set me back years sexually (and in building confidence), and, as I'm only 20 now, it's still having its effect. Really wish I'd kept going out with her, but maybe in ten years time it just won't be an issue anymore.
The other one is the subject choices I made for college. I was always smart academically, but I chose subjects I'd enjoyed at school rather than the easiest ones or the ones my friends were doing (your parents tell you to do this, don't listen). Consequently, not only were my classes too hard for me, I didn't have any friends in them either, and I dropped out. That really fucked me up, I think I'd be in a much better position and at university if I'd just done what everyone else did and chose the easier subjects that their friends were doing.
I don't like to focus on these things too much though. Basically because you never know how things would have gone. For all I know, I'd be dead now if I'd kept going out with that girl and I dodged a (literal?) bullet. The number of times things have been disappointing for me and I've just said "Well maybe it'll work out", and it has. Often just little things. I go to a store to buy something, and it's closed. I REALLY wanted it that day, so I'm disappointed then, but when I go back the next day, they've just started a sale and it's 15% off everything. Amazing how often these things happen.